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V-Lab

Theradiag Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 23, 2023 at 12:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Theradiag Sa SGARCH
paramt-stat
ω0.89211.82
α0.27416.10
β0.683421.56
γ10.10870.10
γ20.15300.11
γ3-1.1882-1.47
γ41.82802.39
γ5-1.2529-1.69
γ60.53090.70
γ7-0.5645-0.66
γ8-0.0878-0.07
γ93.03741.32
Estimation Period:
Dec 11, 2012 to Dec 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts